+52.2%
AR vs SPXS
-99.5%
+151.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +0.2% |
| 7D | +2.1% | +1.5% | +0.6% | +3.0% |
| 30D | +4.5% | +6.3% | -1.8% | +7.2% |
| 3M | +1.0% | +4.2% | -3.2% | +3.0% |
| 6M | +4.4% | -7.9% | +12.3% | +2.0% |
| YTD | +10.9% | -27.5% | +38.4% | -0.7% |
| 1Y | +8.6% | -27.0% | +35.6% | -2.1% |
| 3Y | +48.5% | -80.5% | +129.0% | -9.0% |
| 5Y | +95.7% | -84.0% | +179.7% | +33.3% |
| All | +52.2% | -99.5% | +151.7% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling